RBI Call/ATX 23-25/ AT0000A37AS9 /
| 24/01/2025 09:15:01 | Chg.+0.100 | Bid14:40:03 | Ask14:40:03 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.660EUR | +6.41% | 1.780 Bid Size: 10,000 |
1.850 Ask Size: 10,000 |
ATX | 3,800.00 EUR | 21/03/2025 | Call |
Master data
| WKN: | RC1A74 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ATX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3,800.00 EUR |
| Maturity: | 21/03/2025 |
| Issue date: | 02/10/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 21.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.98 |
|---|---|
| Intrinsic value: | 0.35 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.12 |
| Parity: | 0.35 |
| Time value: | 1.40 |
| Break-even: | 3,975.00 |
| Moneyness: | 1.01 |
| Premium: | 0.04 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.07 |
| Spread %: | 4.17% |
| Delta: | 0.57 |
| Theta: | -1.46 |
| Omega: | 12.57 |
| Rho: | 3.11 |
Quote data
| Open: | 1.660 |
|---|---|
| High: | 1.660 |
| Low: | 1.660 |
| Previous Close: | 1.560 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +9.93% | ||
|---|---|---|---|
| 1 Month | +90.59% | ||
| 3 Months | +28.68% | ||
| YTD | +79.46% | ||
| 1 Year | +18.57% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.560 | 1.430 |
|---|---|---|
| 1M High / 1M Low: | 1.560 | 0.805 |
| 6M High / 6M Low: | 2.830 | 0.719 |
| High (YTD): | 23/01/2025 | 1.560 |
| Low (YTD): | 09/01/2025 | 0.805 |
| 52W High: | 20/05/2024 | 3.140 |
| 52W Low: | 14/11/2024 | 0.719 |
| Avg. price 1W: | 1.496 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.127 | |
| Avg. volume 1M: | 555.556 | |
| Avg. price 6M: | 1.521 | |
| Avg. volume 6M: | 79.365 | |
| Avg. price 1Y: | 1.689 | |
| Avg. volume 1Y: | 56.497 | |
| Volatility 1M: | 162.46% | |
| Volatility 6M: | 152.68% | |
| Volatility 1Y: | 132.01% | |
| Volatility 3Y: | - |